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Trade: CHZ/USDT/480/HMA/MIDPRICE/8854

Strategy
CHZ/USDT/480/HMA/MIDPRICE/8854
Pair
CHZ_USDT
Interval
8h
Score
376256
Daily Profit
0.416241
Profit Factor
2.912393
Profitability
42.528736
Streak
16.340060
Best Strategy
Training Data Length
2224.330000
Evaluation Time
2025-10-08 11:09
Expiration Time
2025-12-13 19:31

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 937622.1925 925857.7663 11764.4262 553247.0379 883815.7143 -330568.6764
Total P&L (%) 937.6222 925.8578 11.7644 553.247 883.8157 -330.5687
Avg Daily Profit (%) 0.4215 0.4162 0.0053 0.0844 0.1028 0
Buy And Hold Return (%) 239.6536 239.6536 239.6536 239.6536 239.6536 239.6536
Max Trade Drawdown -104704 -87944 -153581 -1852958 -1670449 -1436866
Profit Factor 1.9911 2.9124 1.0255 1.0583 1.1755 0.9258
Total Trades 173 87 86 173 87 86
Winning Trades 71 37 34 71 37 34
Losing Trades 102 50 52 102 50 52
Profitability (%) 41.0405 42.5287 39.5349 41.0405 42.5287 39.5349
Ratio Avg Win / Avg Loss 2.8604 3.9357 1.5684 1.5204 1.5885 1.4159
Largest Winning Trade 569958 569958 52556 1821472 1821472 557117
Largest Losing Trade -56220 -36732 -56220 -1253489 -771280 -1253489
Avg Bars in Trades 36 49 24 36 49 24
Avg Bars in Winners 54 72 33 54 72 33
Avg Bars in Losers 24 31 18 24 31 18
Bars Traded 6373 4273 2100 6373 4273 2100
Profit Streak 9.3401 16.3401 0 9.3401 16.3401 0
Trades During Streak 1 1 0 1 1 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 342085 376256 -547050 -241883 -86796 -583227
Evaluation Data
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6673,
    "evaluation_days": 2224.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574150400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759910981204,
    "expiration_time": 1765647072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 57,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            937622.192480476,
            925857.7662514165,
            11764.4262290592,
            553247.0378683648,
            883815.7142559529,
            -330568.676387587
        ],
        [
            937.622192,
            925.857766,
            11.764426,
            553.247038,
            883.815714,
            -330.568676
        ],
        [
            0.42153,
            0.416241,
            0.005289,
            0.084411,
            0.102837,
            0
        ],
        [
            239.653616,
            239.653616,
            239.653616,
            239.653616,
            239.653616,
            239.653616
        ],
        [
            -104704,
            -87944,
            -153581,
            -1852958,
            -1670449,
            -1436866
        ],
        [
            1.991058,
            2.912393,
            1.025467,
            1.058289,
            1.175495,
            0.925803
        ],
        [
            173,
            87,
            86,
            173,
            87,
            86
        ],
        [
            71,
            37,
            34,
            71,
            37,
            34
        ],
        [
            102,
            50,
            52,
            102,
            50,
            52
        ],
        [
            41.040462,
            42.528736,
            39.534884,
            41.040462,
            42.528736,
            39.534884
        ],
        [
            2.860393,
            3.935666,
            1.568361,
            1.520359,
            1.588507,
            1.415934
        ],
        [
            569958,
            569958,
            52556,
            1821472,
            1821472,
            557117
        ],
        [
            -56220,
            -36732,
            -56220,
            -1253489,
            -771280,
            -1253489
        ],
        [
            36,
            49,
            24,
            36,
            49,
            24
        ],
        [
            54,
            72,
            33,
            54,
            72,
            33
        ],
        [
            24,
            31,
            18,
            24,
            31,
            18
        ],
        [
            6373,
            4273,
            2100,
            6373,
            4273,
            2100
        ],
        [
            9.34006,
            16.34006,
            0,
            9.34006,
            16.34006,
            0
        ],
        [
            1,
            1,
            0,
            1,
            1,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            342085,
            376256,
            -547050,
            -241883,
            -86796,
            -583227
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "CHZ_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 6673,
    "evaluation_days": 2224.33,
    "actual_first_datapoint_time": 1567728000000,
    "first_datapoint_time": 1574150400000,
    "last_datapoint_time": 1759881600000,
    "evaluation_time": 1759910981204,
    "expiration_time": 1765647072000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 57,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)